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Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments (Unaudited)
Common Stocks — 98.6% |
Security | Shares | Value | |
Australia — 4.8% | |||
Afterpay, Ltd.(1) | 4,867 | $ 442,438 | |
APA Group | 60,133 | 447,418 | |
ASX, Ltd. | 4,093 | 227,149 | |
Australia & New Zealand Banking Group, Ltd. | 62,117 | 1,090,037 | |
Brambles, Ltd. | 36,338 | 298,055 | |
CIMIC Group, Ltd.(1)(2) | 1,989 | 37,413 | |
Cochlear, Ltd. | 1,532 | 223,542 | |
Coles Group, Ltd. | 34,209 | 477,949 | |
Commonwealth Bank of Australia | 36,482 | 2,318,869 | |
Computershare, Ltd. | 11,439 | 128,724 | |
CSL, Ltd. | 10,041 | 2,193,883 | |
Insurance Australia Group, Ltd. | 55,662 | 202,001 | |
Lendlease Corp., Ltd. | 16,295 | 164,756 | |
Macquarie Group, Ltd. | 7,925 | 845,910 | |
Magellan Financial Group, Ltd. | 2,847 | 117,918 | |
Medibank Pvt, Ltd. | 62,168 | 143,990 | |
National Australia Bank, Ltd. | 73,751 | 1,285,763 | |
QBE Insurance Group, Ltd. | 34,836 | 227,076 | |
Ramsay Health Care, Ltd. | 4,591 | 220,601 | |
REA Group, Ltd. | 1,104 | 126,460 | |
Seek, Ltd. | 7,187 | 157,574 | |
Sonic Healthcare, Ltd. | 11,232 | 278,293 | |
Suncorp Group, Ltd. | 29,615 | 222,867 | |
Sydney Airport(1) | 37,773 | 186,970 | |
Telstra Corp., Ltd. | 88,470 | 203,181 | |
Transurban Group | 69,212 | 729,342 | |
Wesfarmers, Ltd. | 29,362 | 1,141,216 | |
Westpac Banking Corp. | 78,979 | 1,175,312 | |
Woolworths Group, Ltd. | 33,074 | 1,002,487 | |
$16,317,194 | |||
Austria — 0.1% | |||
Erste Group Bank AG(1) | 6,134 | $186,858 | |
Raiffeisen Bank International AG(1) | 2,673 | 54,320 | |
Telekom Austria AG | 2,137 | 16,568 | |
Verbund AG | 1,867 | 158,615 | |
$416,361 | |||
Belgium — 0.8% | |||
Ackermans & van Haaren NV | 431 | $64,736 | |
Ageas S.A./NV | 3,414 | 181,308 | |
Anheuser-Busch InBev S.A./NV | 16,590 | 1,157,429 | |
Elia Group S.A./NV | 503 | 60,038 | |
Etablissements Franz Colruyt NV | 1,557 | 91,973 | |
Galapagos NV(1) | 757 | 74,923 |
Security | Shares | Value | |
Belgium (continued) | |||
KBC Groep NV(1) | 4,647 | $ 325,202 | |
Proximus S.A. | 1,907 | 37,670 | |
Sofina S.A. | 289 | 97,762 | |
Solvay S.A. | 1,281 | 151,074 | |
Telenet Group Holding NV | 491 | 21,001 | |
UCB S.A. | 2,473 | 255,454 | |
Umicore S.A. | 3,507 | 168,564 | |
$ 2,687,134 | |||
Canada — 7.6% | |||
Algonquin Power & Utilities Corp.(2) | 15,019 | $247,190 | |
Alimentation Couche-Tard, Inc., Class B | 23,694 | 807,484 | |
Bank of Montreal | 14,493 | 1,101,919 | |
Bank of Nova Scotia (The) | 27,327 | 1,477,019 | |
BCE, Inc. | 7,458 | 318,909 | |
Brookfield Asset Management, Inc., Class A | 34,407 | 1,422,340 | |
Canadian Imperial Bank of Commerce | 10,058 | 859,066 | |
Canadian National Railway Co. | 16,217 | 1,782,863 | |
Canadian Pacific Railway, Ltd.(2) | 3,133 | 1,086,742 | |
Canadian Tire Corp., Ltd., Class A | 1,491 | 196,000 | |
CCL Industries, Inc., Class B | 3,380 | 153,453 | |
CGI, Inc.(1) | 5,104 | 404,944 | |
Constellation Software, Inc. | 492 | 638,885 | |
Dollarama, Inc. | 6,530 | 266,145 | |
Empire Co., Ltd. | 4,179 | 114,217 | |
George Weston, Ltd. | 2,211 | 165,152 | |
Great-West Lifeco, Inc. | 6,066 | 144,633 | |
Hydro One, Ltd.(3) | 9,086 | 204,505 | |
IGM Financial, Inc.(2) | 1,481 | 40,152 | |
Intact Financial Corp. | 3,312 | 392,163 | |
Loblaw Cos., Ltd. | 4,804 | 237,049 | |
Magna International, Inc. | 6,691 | 473,723 | |
Manulife Financial Corp. | 44,961 | 800,037 | |
Metro, Inc. | 6,512 | 290,582 | |
National Bank of Canada | 7,429 | 418,111 | |
Nutrien, Ltd.(2) | 13,965 | 671,865 | |
Open Text Corp. | 5,953 | 270,502 | |
Power Corp. of Canada | 12,388 | 284,469 | |
Quebecor, Inc., Class B | 4,705 | 121,090 | |
Ritchie Bros Auctioneers, Inc. | 2,695 | 187,331 | |
Rogers Communications, Inc., Class B | 8,247 | 383,940 | |
Royal Bank of Canada | 28,694 | 2,357,691 | |
Saputo, Inc. | 6,192 | 173,322 | |
Shaw Communications, Inc., Class B | 10,335 | 181,384 | |
Shopify, Inc., Class A(1) | 2,235 | 2,529,908 | |
Sun Life Financial, Inc. | 13,413 | 596,414 | |
TELUS Corp. | 10,577 | 209,479 |
1
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Canada (continued) | |||
Thomson Reuters Corp. | 4,475 | $ 366,255 | |
TMX Group, Ltd. | 1,252 | 125,052 | |
Topicus.com, Inc.(1) | 915 | 25,059 | |
Toronto-Dominion Bank (The) | 38,230 | 2,160,030 | |
Waste Connections, Inc.(4) | 1,922 | 197,140 | |
Waste Connections, Inc.(4) | 4,756 | 487,668 | |
WSP Global, Inc. | 3,086 | 292,357 | |
$ 25,664,239 | |||
China — 0.1% | |||
Fosun International, Ltd. | 113,500 | $178,258 | |
Shenzhou International Group Holdings, Ltd. | 17,200 | 337,089 | |
$515,347 | |||
Denmark — 2.1% | |||
Ambu A/S, Class B(2) | 3,206 | $137,728 | |
AP Moller - Maersk A/S, Class B | 144 | 320,436 | |
Ascendis Pharma A/S ADR(1) | 858 | 143,097 | |
Carlsberg A/S, Class B | 2,106 | 337,618 | |
Chr. Hansen Holding A/S(1) | 2,140 | 221,108 | |
Coloplast A/S, Class B | 2,343 | 358,312 | |
Danske Bank A/S(1) | 10,484 | 173,273 | |
Demant A/S(1) | 1,696 | 67,036 | |
DSV PANALPINA A/S | 3,335 | 560,486 | |
Genmab A/S(1) | 1,124 | 455,775 | |
GN Store Nord A/S | 2,242 | 178,719 | |
H Lundbeck A/S | 717 | 24,546 | |
Novo Nordisk A/S, Class B | 29,180 | 2,035,572 | |
Novozymes A/S, Class B | 3,626 | 206,537 | |
Orsted A/S(3) | 3,321 | 679,494 | |
Pandora A/S | 1,436 | 160,714 | |
ROCKWOOL International A/S, Class B | 253 | 94,687 | |
SimCorp A/S | 772 | 114,778 | |
Tryg A/S | 1,459 | 45,887 | |
Vestas Wind Systems A/S | 3,363 | 794,439 | |
$7,110,242 | |||
Finland — 1.2% | |||
Elisa Oyj | 2,424 | $132,882 | |
Huhtamaki Oyj | 2,038 | 105,690 | |
Kesko Oyj, Class B | 7,370 | 189,163 | |
Kojamo Oyj | 2,405 | 53,379 | |
Kone Oyj, Class B | 6,033 | 491,570 | |
Metso Outotec Oyj | 13,380 | 134,439 | |
Neles Oyj | 2,779 | 36,855 | |
Neste Oyj | 14,321 | 1,039,758 | |
Nokia Oyj(1) | 93,863 | 362,529 |
Security | Shares | Value | |
Finland (continued) | |||
Nordea Bank Abp(1) | 52,227 | $ 428,020 | |
Orion Oyj, Class B(2) | 1,908 | 87,644 | |
Sampo Oyj, Class A | 8,564 | 366,141 | |
Stora Enso Oyj, Class R | 13,632 | 261,022 | |
UPM-Kymmene Oyj | 9,483 | 353,637 | |
Wartsila Oyj Abp | 9,259 | 92,668 | |
$ 4,135,397 | |||
France — 8.5% | |||
Accor S.A.(1) | 3,748 | $135,980 | |
Aeroports de Paris(1) | 706 | 91,340 | |
Air Liquide S.A. | 9,041 | 1,482,243 | |
ALD S.A.(3) | 1,320 | 18,427 | |
Alstom S.A.(1) | 4,806 | 273,745 | |
Amundi S.A.(1)(3) | 1,094 | 89,163 | |
Arkema S.A. | 1,108 | 126,779 | |
Atos SE(1) | 1,701 | 155,328 | |
AXA S.A. | 41,125 | 986,274 | |
BioMerieux | 739 | 104,010 | |
BNP Paribas S.A.(1) | 19,914 | 1,051,304 | |
Bouygues S.A. | 4,882 | 200,787 | |
Bureau Veritas S.A.(1) | 6,328 | 168,924 | |
Capgemini SE | 2,911 | 452,813 | |
Carrefour S.A. | 13,149 | 225,169 | |
Cie de Saint-Gobain(1) | 18,333 | 843,178 | |
Cie Generale des Etablissements Michelin SCA | 3,008 | 387,301 | |
CNP Assurances(1) | 1,978 | 32,137 | |
Credit Agricole S.A.(1) | 19,937 | 252,042 | |
Danone S.A. | 13,782 | 906,940 | |
Dassault Systemes SE | 2,485 | 504,006 | |
Edenred | 5,502 | 312,465 | |
Eiffage S.A.(1) | 1,650 | 159,492 | |
Engie S.A.(1) | 35,435 | 543,219 | |
EssilorLuxottica S.A.(1) | 5,513 | 859,115 | |
Eurofins Scientific SE(1) | 2,727 | 230,012 | |
Faurecia SE(1) | 1,426 | 73,063 | |
Getlink SE(1) | 6,854 | 118,582 | |
Hermes International | 658 | 707,533 | |
Iliad S.A. | 184 | 37,769 | |
Ipsen S.A. | 654 | 54,078 | |
JC Decaux S.A.(1) | 1,272 | 29,016 | |
Kering S.A. | 1,343 | 974,660 | |
Legrand S.A. | 5,180 | 463,385 | |
L'Oreal S.A. | 4,453 | 1,699,051 | |
LVMH Moet Hennessy Louis Vuitton SE | 4,906 | 3,071,161 | |
Natixis S.A.(1) | 16,773 | 57,473 | |
Orange S.A. | 34,588 | 411,771 |
2
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
France (continued) | |||
Orpea S.A.(1) | 1,024 | $ 134,279 | |
Pernod-Ricard S.A. | 4,099 | 787,198 | |
Peugeot S.A.(1) | 11,962 | 327,587 | |
Publicis Groupe S.A. | 4,966 | 246,817 | |
Renault S.A.(1) | 3,615 | 158,236 | |
Rubis SCA | 2,244 | 103,736 | |
Safran S.A.(1) | 6,204 | 879,316 | |
Sanofi | 21,419 | 2,075,994 | |
Sartorius Stedim Biotech | 418 | 149,006 | |
Schneider Electric SE | 10,226 | 1,477,937 | |
SCOR SE(1) | 3,073 | 99,677 | |
SEB S.A. | 515 | 93,644 | |
Societe Generale S.A.(1) | 16,112 | 334,946 | |
Sodexo S.A. | 1,701 | 143,860 | |
Suez S.A. | 6,286 | 124,584 | |
Teleperformance | 1,091 | 362,191 | |
Thales S.A. | 2,088 | 191,037 | |
Ubisoft Entertainment S.A.(1) | 1,814 | 174,813 | |
Valeo S.A. | 3,897 | 153,714 | |
Veolia Environnement S.A. | 11,677 | 287,924 | |
Vinci S.A. | 10,122 | 1,008,246 | |
Vivendi S.A. | 18,881 | 608,996 | |
Worldline S.A.(1)(3) | 3,834 | 372,466 | |
$28,585,939 | |||
Germany — 7.4% | |||
1&1 Drillisch AG | 812 | $20,249 | |
adidas AG(1) | 3,605 | 1,311,516 | |
Allianz SE | 8,027 | 1,972,016 | |
Aroundtown S.A.(1) | 22,611 | 168,586 | |
Bayerische Motoren Werke AG | 7,188 | 634,388 | |
Bechtle AG | 503 | 110,454 | |
Beiersdorf AG | 2,157 | 247,968 | |
Brenntag AG | 3,220 | 250,392 | |
Carl Zeiss Meditec AG | 770 | 102,116 | |
Commerzbank AG(1) | 21,635 | 139,816 | |
CompuGroup Medical SE & Co. KgaA | 350 | 33,771 | |
Continental AG | 2,303 | 342,767 | |
Covestro AG(3) | 3,951 | 243,435 | |
CTS Eventim AG & Co. KGaA(1) | 1,622 | 108,417 | |
Daimler AG | 17,819 | 1,262,998 | |
Delivery Hero SE(1)(3) | 2,997 | 468,698 | |
Deutsche Boerse AG | 3,573 | 608,383 | |
Deutsche Lufthansa AG(1) | 6,693 | 88,561 | |
Deutsche Post AG | 20,038 | 992,597 | |
Deutsche Telekom AG | 64,438 | 1,176,160 | |
Deutsche Wohnen SE | 7,798 | 416,061 |
Security | Shares | Value | |
Germany (continued) | |||
DWS Group GmbH & Co. KGaA(3) | 746 | $ 31,587 | |
Evonik Industries AG | 3,923 | 128,221 | |
Fielmann AG(1) | 364 | 29,631 | |
Fraport AG Frankfurt Airport Services Worldwide(1) | 970 | 58,523 | |
Fresenius Medical Care AG & Co. KGaA | 4,239 | 353,479 | |
Fresenius SE & Co. KGaA | 8,727 | 403,552 | |
FUCHS PETROLUB SE | 2,478 | 114,435 | |
GEA Group AG | 3,337 | 119,355 | |
Hannover Rueck SE | 1,099 | 175,133 | |
HeidelbergCement AG | 7,548 | 561,990 | |
Hella GmbH & Co. KGaA(1) | 937 | 60,898 | |
HelloFresh SE(1) | 2,765 | 213,879 | |
Henkel AG & Co. KGaA | 2,130 | 205,248 | |
HOCHTIEF AG | 638 | 62,085 | |
Infineon Technologies AG | 26,135 | 998,059 | |
KION Group AG | 1,644 | 142,571 | |
Knorr-Bremse AG | 1,381 | 188,649 | |
Lanxess AG | 1,706 | 129,742 | |
LEG Immobilien AG | 1,653 | 256,454 | |
Merck KGaA | 2,711 | 464,975 | |
MTU Aero Engines AG | 1,051 | 273,963 | |
Muenchener Rueckversicherungs-Gesellschaft AG | 2,695 | 800,755 | |
Nemetschek SE | 1,215 | 90,297 | |
OSRAM Licht AG(1) | 481 | 30,559 | |
Puma SE(1) | 1,862 | 209,525 | |
Rational AG | 113 | 105,017 | |
RTL Group S.A.(1) | 506 | 24,617 | |
SAP SE | 20,916 | 2,709,013 | |
Schaeffler AG, PFC Shares | 2,570 | 21,518 | |
Scout24 AG(3) | 1,841 | 150,435 | |
Siemens AG | 15,497 | 2,232,287 | |
Siemens Energy AG(1) | 8,827 | 325,914 | |
Siemens Healthineers AG(3) | 4,671 | 240,375 | |
Symrise AG | 2,710 | 360,276 | |
Talanx AG(1) | 777 | 30,212 | |
TeamViewer AG(1)(3) | 3,110 | 167,061 | |
Telefonica Deutschland Holding AG(3) | 12,615 | 34,745 | |
ThyssenKrupp AG(1) | 20,932 | 207,417 | |
Uniper SE | 4,727 | 163,790 | |
United Internet AG | 2,010 | 84,611 | |
Volkswagen AG | 661 | 137,821 | |
Vonovia SE | 12,525 | 914,752 | |
Zalando SE(1)(3) | 3,255 | 362,058 | |
$25,074,833 | |||
Hong Kong — 2.3% | |||
AIA Group, Ltd. | 237,983 | $2,900,089 |
3
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Hong Kong (continued) | |||
Bank of East Asia, Ltd. (The) | 44,400 | $ 94,984 | |
BOC Hong Kong Holdings, Ltd. | 80,350 | 243,559 | |
Chow Tai Fook Jewellery Group, Ltd. | 62,600 | 78,708 | |
Dairy Farm International Holdings, Ltd. | 7,400 | 30,886 | |
Hang Lung Properties, Ltd. | 48,000 | 126,492 | |
Hang Seng Bank, Ltd. | 17,379 | 299,928 | |
Henderson Land Development Co., Ltd. | 33,355 | 129,573 | |
HKT Trust & HKT, Ltd. | 86,000 | 111,536 | |
Hong Kong Exchanges & Clearing, Ltd. | 27,399 | 1,502,882 | |
Hongkong Land Holdings, Ltd. | 27,500 | 113,580 | |
MTR Corp., Ltd. | 34,376 | 192,252 | |
New World Development Co., Ltd. | 35,250 | 163,997 | |
Sino Land Co., Ltd. | 90,000 | 117,118 | |
Sun Hung Kai Properties, Ltd. | 39,801 | 509,014 | |
Swire Pacific, Ltd., Class A | 16,893 | 93,054 | |
Swire Properties, Ltd. | 29,400 | 85,478 | |
Techtronic Industries Co., Ltd. | 32,493 | 464,436 | |
WH Group, Ltd.(3) | 277,002 | 232,281 | |
Wharf Holdings, Ltd. (The) | 35,779 | 96,105 | |
Wharf Real Estate Investment Co., Ltd. | 48,000 | 249,461 | |
$7,835,413 | |||
Ireland — 1.1% | |||
CRH PLC | 25,716 | $1,093,613 | |
DCC PLC | 5,246 | 371,219 | |
ICON PLC(1) | 998 | 194,590 | |
James Hardie Industries PLC CDI(1) | 23,701 | 702,427 | |
Kerry Group PLC, Class A | 3,126 | 454,031 | |
Kingspan Group PLC(1) | 7,723 | 540,819 | |
Smurfit Kappa Group PLC | 4,517 | 211,787 | |
$3,568,486 | |||
Israel — 0.4% | |||
Azrieli Group, Ltd. | 1,632 | $103,725 | |
Bank Hapoalim BM(1) | 21,827 | 149,913 | |
Bank Leumi Le-Israel B.M. | 27,899 | 164,681 | |
Check Point Software Technologies, Ltd.(1) | 2,297 | 305,294 | |
Nice, Ltd.(1) | 1,352 | 382,505 | |
Wix.com, Ltd.(1) | 1,076 | 268,957 | |
$1,375,075 | |||
Italy — 1.9% | |||
A2A SpA | 25,373 | $40,670 | |
Amplifon SpA(1) | 2,350 | 97,680 | |
Assicurazioni Generali SpA | 22,022 | 385,570 | |
Banca Mediolanum SpA | 4,177 | 36,287 | |
DiaSorin SpA | 446 | 93,121 |
Security | Shares | Value | |
Italy (continued) | |||
Enel SpA | 180,144 | $ 1,832,916 | |
Ferrari NV | 2,592 | 601,192 | |
FinecoBank Banca Fineco SpA(1) | 12,519 | 206,464 | |
Hera SpA | 19,023 | 69,223 | |
Infrastrutture Wireless Italiane SpA(3) | 7,549 | 91,512 | |
Intesa Sanpaolo SpA(1) | 335,516 | 793,065 | |
Italgas SpA | 12,626 | 80,428 | |
Mediobanca Banca di Credito Finanziario SpA | 13,039 | 120,700 | |
Moncler SpA(1) | 3,947 | 242,664 | |
Pirelli & C SpA(1)(3) | 6,163 | 33,410 | |
Poste Italiane SpA(3) | 10,691 | 109,356 | |
PRADA SpA(1) | 13,600 | 89,868 | |
Prysmian SpA | 5,530 | 196,827 | |
Recordati Industria Chimica e Farmaceutica SpA | 1,946 | 108,215 | |
Snam SpA | 101,295 | 572,073 | |
Telecom Italia SpA | 268,472 | 124,611 | |
Terna Rete Elettrica Nazionale SpA | 32,607 | 250,558 | |
UniCredit SpA(1) | 41,128 | 385,345 | |
UnipolSai Assicurazioni SpA | 13,800 | 36,593 | |
$6,598,348 | |||
Japan — 19.3% | |||
ABC-Mart, Inc. | 500 | $27,801 | |
Acom Co., Ltd. | 6,200 | 26,472 | |
Advantest Corp. | 3,900 | 292,117 | |
AEON Co., Ltd. | 16,979 | 557,019 | |
AGC, Inc. | 9,655 | 337,626 | |
Aisin Seiki Co., Ltd. | 3,600 | 107,961 | |
Ajinomoto Co., Inc. | 9,808 | 222,247 | |
Alfresa Holdings Corp. | 3,300 | 60,487 | |
ANA Holdings, Inc.(1) | 2,156 | 47,638 | |
Asahi Group Holdings, Ltd. | 10,100 | 415,940 | |
Asahi Intecc Co., Ltd. | 3,700 | 135,144 | |
Asahi Kasei Corp. | 23,900 | 244,978 | |
Astellas Pharma, Inc. | 36,371 | 563,160 | |
Bandai Namco Holdings, Inc. | 3,875 | 335,578 | |
Bridgestone Corp. | 11,000 | 360,754 | |
Brother Industries, Ltd. | 4,500 | 92,896 | |
Canon, Inc. | 18,168 | 351,960 | |
Capcom Co., Ltd. | 1,500 | 97,279 | |
Central Japan Railway Co. | 4,167 | 589,228 | |
Chugai Pharmaceutical Co., Ltd. | 12,956 | 691,269 | |
Cosmos Pharmaceutical Corp. | 400 | 64,591 | |
CyberAgent, Inc. | 2,300 | 158,665 | |
Dai Nippon Printing Co., Ltd. | 7,329 | 131,831 | |
Daifuku Co., Ltd. | 2,100 | 259,865 | |
Dai-ichi Life Holdings, Inc. | 19,094 | 287,659 |
4
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Daiichi Sankyo Co., Ltd. | 33,339 | $ 1,142,533 | |
Daikin Industries, Ltd. | 4,800 | 1,067,842 | |
Daiwa House Industry Co., Ltd. | 14,592 | 433,859 | |
Daiwa Securities Group, Inc. | 30,300 | 138,011 | |
Denso Corp. | 8,347 | 496,820 | |
Dentsu Group, Inc.(2) | 4,800 | 142,857 | |
Disco Corp. | 600 | 202,220 | |
East Japan Railway Co. | 5,726 | 382,012 | |
Eisai Co., Ltd. | 6,125 | 438,018 | |
FANUC Corp. | 3,951 | 975,301 | |
Fast Retailing Co., Ltd. | 1,042 | 934,340 | |
Fujitsu, Ltd. | 3,748 | 541,719 | |
GMO Payment Gateway, Inc. | 800 | 107,507 | |
Hakuhodo DY Holdings, Inc. | 5,000 | 68,704 | |
Hamamatsu Photonics K.K. | 3,221 | 184,286 | |
Hankyu Hanshin Holdings, Inc. | 4,300 | 143,027 | |
Harmonic Drive Systems, Inc.(2) | 700 | 62,641 | |
Hikari Tsushin, Inc. | 400 | 93,854 | |
Hitachi Construction Machinery Co., Ltd. | 2,400 | 68,240 | |
Hitachi Metals, Ltd. | 9,300 | 141,397 | |
Honda Motor Co., Ltd. | 34,500 | 973,461 | |
Hoshizaki Corp. | 1,152 | 105,782 | |
HOYA Corp. | 7,487 | 1,036,911 | |
Hulic Co., Ltd. | 10,500 | 115,502 | |
Isuzu Motors, Ltd. | 11,400 | 108,524 | |
Ito En, Ltd. | 1,500 | 94,983 | |
Itochu Techno-Solutions Corp. | 1,600 | 57,133 | |
Japan Exchange Group, Inc. | 9,700 | 247,852 | |
Kakaku.com, Inc. | 2,600 | 71,171 | |
Kansai Paint Co., Ltd. | 4,100 | 126,384 | |
Kao Corp. | 9,163 | 707,898 | |
KDDI Corp. | 31,018 | 919,691 | |
Keihan Holdings Co., Ltd. | 2,200 | 105,475 | |
Keio Corp. | 2,623 | 203,505 | |
Keisei Electric Railway Co., Ltd. | 2,900 | 98,165 | |
Keyence Corp. | 3,800 | 2,137,563 | |
Kikkoman Corp. | 3,409 | 237,256 | |
Kintetsu Group Holdings Co., Ltd. | 3,405 | 149,225 | |
Kobayashi Pharmaceutical Co., Ltd. | 1,000 | 122,226 | |
Komatsu, Ltd. | 18,246 | 503,558 | |
Kose Corp. | 631 | 107,825 | |
Kubota Corp. | 19,994 | 436,821 | |
Kyowa Kirin Co., Ltd. | 4,706 | 128,512 | |
Lion Corp.(2) | 6,100 | 147,771 | |
M3, Inc. | 8,000 | 755,739 | |
Makita Corp. | 4,092 | 205,243 | |
McDonald's Holdings Co. (Japan), Ltd. | 1,700 | 82,384 |
Security | Shares | Value | |
Japan (continued) | |||
Medipal Holdings Corp. | 3,000 | $ 56,416 | |
MEIJI Holdings Co., Ltd. | 2,671 | 187,984 | |
Mercari, Inc.(1) | 1,800 | 79,792 | |
MINEBEA MITSUMI, Inc. | 7,100 | 141,253 | |
MISUMI Group, Inc. | 5,400 | 177,267 | |
Mitsubishi Chemical Holdings Corp. | 28,160 | 170,603 | |
Mitsubishi Electric Corp. | 36,107 | 545,708 | |
Mitsubishi Estate Co., Ltd. | 31,208 | 501,601 | |
Mitsubishi Heavy Industries, Ltd. | 6,100 | 186,819 | |
Mitsubishi UFJ Financial Group, Inc. | 213,457 | 945,106 | |
Mitsui Fudosan Co., Ltd. | 19,000 | 397,851 | |
Miura Co., Ltd. | 1,800 | 100,491 | |
Mizuho Financial Group, Inc. | 47,417 | 601,825 | |
MS&AD Insurance Group Holdings, Inc. | 8,600 | 261,655 | |
Murata Manufacturing Co., Ltd. | 13,253 | 1,199,788 | |
Nagoya Railroad Co., Ltd. | 3,700 | 97,628 | |
NGK Insulators, Ltd. | 5,700 | 88,075 | |
Nidec Corp. | 8,180 | 1,034,835 | |
Nihon M&A Center, Inc. | 2,800 | 187,245 | |
Nintendo Co., Ltd. | 2,129 | 1,366,693 | |
Nippon Express Co., Ltd. | 1,994 | 134,130 | |
Nippon Paint Holdings Co., Ltd. | 4,209 | 462,495 | |
Nippon Shinyaku Co., Ltd. | 800 | 52,512 | |
Nippon Telegraph & Telephone Corp. | 25,740 | 660,462 | |
Nissan Chemical Corp. | 3,000 | 188,114 | |
Nissan Motor Co., Ltd.(1) | 42,685 | 231,370 | |
Nisshin Seifun Group, Inc. | 3,486 | 55,531 | |
Nissin Foods Holdings Co., Ltd. | 1,399 | 119,916 | |
Nitori Holdings Co., Ltd. | 1,568 | 327,871 | |
Nitto Denko Corp. | 3,186 | 285,402 | |
Nomura Holdings, Inc. | 59,700 | 315,638 | |
Nomura Research Institute, Ltd. | 6,300 | 225,373 | |
NTT Data Corp. | 13,535 | 185,271 | |
Obayashi Corp. | 13,000 | 112,249 | |
Obic Co., Ltd. | 1,200 | 241,173 | |
Odakyu Electric Railway Co., Ltd. | 6,646 | 208,739 | |
Oji Holdings Corp. | 23,354 | 132,957 | |
Olympus Corp. | 21,900 | 479,476 | |
Omron Corp. | 3,782 | 337,624 | |
Ono Pharmaceutical Co., Ltd. | 7,222 | 217,633 | |
Oracle Corp. Japan | 626 | 81,602 | |
Oriental Land Co., Ltd. | 5,297 | 875,230 | |
ORIX Corp. | 24,467 | 376,403 | |
Osaka Gas Co., Ltd. | 7,300 | 149,632 | |
Otsuka Corp. | 2,188 | 115,411 | |
Otsuka Holdings Co., Ltd.(2) | 8,520 | 365,051 | |
Pan Pacific International Holdings Corp. | 7,668 | 177,159 |
5
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Panasonic Corp. | 41,200 | $ 480,278 | |
PeptiDream, Inc.(1) | 2,200 | 111,907 | |
Pigeon Corp. | 2,600 | 107,309 | |
Rakuten, Inc.(1)(2) | 14,949 | 143,852 | |
Recruit Holdings Co., Ltd. | 30,879 | 1,297,009 | |
Renesas Electronics Corp.(1) | 13,900 | 145,491 | |
Resona Holdings, Inc. | 38,433 | 134,545 | |
Ricoh Co., Ltd. | 10,384 | 68,284 | |
Rohm Co., Ltd. | 1,476 | 143,084 | |
Santen Pharmaceutical Co., Ltd. | 6,400 | 103,944 | |
SBI Holdings, Inc. | 4,300 | 102,293 | |
SCSK Corp. | 700 | 40,030 | |
Sekisui Chemical Co., Ltd. | 8,572 | 162,536 | |
Sekisui House, Ltd. | 13,070 | 266,259 | |
SG Holdings Co., Ltd. | 6,500 | 177,231 | |
Sharp Corp.(2) | 5,099 | 77,477 | |
Shimadzu Corp. | 5,026 | 195,360 | |
Shimano, Inc. | 1,372 | 321,156 | |
Shimizu Corp. | 14,300 | 104,094 | |
Shin-Etsu Chemical Co., Ltd. | 7,037 | 1,235,104 | |
Shionogi & Co., Ltd. | 5,454 | 298,179 | |
Shiseido Co., Ltd. | 7,597 | 525,896 | |
SMC Corp. | 1,132 | 691,355 | |
SoftBank Corp. | 55,100 | 691,614 | |
SoftBank Group Corp. | 32,490 | 2,522,361 | |
Sohgo Security Services Co., Ltd. | 2,200 | 114,125 | |
Sompo Holdings, Inc. | 7,737 | 313,680 | |
Sony Corp. | 24,200 | 2,438,586 | |
Square Enix Holdings Co., Ltd. | 1,600 | 97,009 | |
Sumitomo Chemical Co., Ltd. | 32,200 | 129,791 | |
Sumitomo Dainippon Pharma Co., Ltd.(2) | 2,900 | 42,860 | |
Sumitomo Electric Industries, Ltd. | 13,373 | 177,203 | |
Sumitomo Mitsui Financial Group, Inc.(2) | 24,953 | 773,497 | |
Sumitomo Mitsui Trust Holdings, Inc. | 5,716 | 176,365 | |
Suntory Beverage & Food, Ltd. | 3,400 | 120,426 | |
Sysmex Corp. | 3,126 | 376,141 | |
T&D Holdings, Inc. | 9,319 | 110,233 | |
Taisho Pharmaceutical Holdings Co., Ltd. | 500 | 33,716 | |
Takeda Pharmaceutical Co., Ltd. | 31,052 | 1,123,752 | |
TDK Corp. | 2,414 | 364,233 | |
Terumo Corp. | 12,246 | 512,449 | |
TIS, Inc. | 4,900 | 100,448 | |
Tobu Railway Co., Ltd. | 3,917 | 116,790 | |
Toho Co., Ltd. | 2,900 | 122,318 | |
Toho Gas Co., Ltd. | 2,300 | 152,376 | |
Tokyo Century Corp. | 1,200 | 95,231 | |
Tokyo Electron, Ltd. | 2,926 | 1,093,045 |
Security | Shares | Value | |
Japan (continued) | |||
Tokyo Gas Co., Ltd. | 7,800 | $ 180,532 | |
Tokyu Corp. | 12,832 | 159,436 | |
Toppan Printing Co., Ltd. | 6,400 | 90,378 | |
Toray Industries, Inc. | 26,150 | 155,106 | |
TOTO, Ltd. | 2,464 | 148,304 | |
Toyo Suisan Kaisha, Ltd. | 2,000 | 97,334 | |
Toyota Industries Corp. | 2,675 | 212,532 | |
Toyota Motor Corp. | 49,583 | 3,826,323 | |
Trend Micro, Inc.(1) | 2,393 | 137,772 | |
Tsuruha Holdings, Inc. | 800 | 113,763 | |
Unicharm Corp. | 8,502 | 403,216 | |
Welcia Holdings Co., Ltd. | 1,600 | 60,356 | |
West Japan Railway Co. | 3,010 | 157,604 | |
Yakult Honsha Co., Ltd. | 2,686 | 135,460 | |
Yamada Holdings Co., Ltd. | 15,800 | 83,946 | |
Yamaha Corp. | 2,544 | 149,903 | |
Yamaha Motor Co., Ltd. | 4,725 | 96,442 | |
Yaskawa Electric Corp. | 5,600 | 279,190 | |
Z Holdings Corp. | 55,100 | 333,423 | |
ZOZO, Inc. | 2,000 | 49,269 | |
$65,256,183 | |||
Netherlands — 4.2% | |||
ABN AMRO Group NV(1)(3) | 8,736 | $85,603 | |
Adyen NV(1)(3) | 602 | 1,398,771 | |
Aegon NV | 34,112 | 136,068 | |
AerCap Holdings NV(1) | 2,278 | 103,831 | |
Akzo Nobel NV | 3,969 | 426,011 | |
Argenx SE(1) | 898 | 264,623 | |
ASM International NV | 893 | 194,871 | |
ASML Holding NV | 8,017 | 3,881,647 | |
Euronext NV(3) | 1,013 | 111,582 | |
GrandVision NV(1)(3) | 755 | 23,556 | |
IMCD NV | 1,066 | 135,680 | |
ING Groep NV(1) | 78,377 | 728,737 | |
Just Eat Takeaway.com NV(1)(3) | 2,814 | 317,287 | |
Koninklijke Ahold Delhaize NV | 26,005 | 733,636 | |
Koninklijke DSM NV | 3,656 | 628,727 | |
Koninklijke KPN NV | 73,877 | 224,534 | |
Koninklijke Philips NV(1) | 18,744 | 1,009,693 | |
Koninklijke Vopak NV | 3,289 | 172,538 | |
NN Group NV | 5,592 | 241,743 | |
NXP Semiconductors NV | 5,655 | 899,202 | |
Prosus NV | 8,665 | 935,635 | |
QIAGEN NV(1)(2) | 4,944 | 261,290 | |
Randstad NV(1) | 2,723 | 176,267 | |
STMicroelectronics NV(4) | 8,090 | 299,296 |
6
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Netherlands (continued) | |||
STMicroelectronics NV(4) | 3,487 | $ 130,091 | |
Wolters Kluwer NV | 6,411 | 540,290 | |
$ 14,061,209 | |||
New Zealand — 0.3% | |||
a2 Milk Co., Ltd. (The)(1) | 14,200 | $ 123,504 | |
Auckland International Airport, Ltd.(1) | 26,481 | 144,814 | |
Fisher & Paykel Healthcare Corp., Ltd. | 10,825 | 257,080 | |
Meridian Energy, Ltd. | 26,829 | 143,685 | |
Spark New Zealand, Ltd. | 30,473 | 103,219 | |
Xero, Ltd.(1) | 2,132 | 241,980 | |
$1,014,282 | |||
Norway — 0.6% | |||
Adevinta ASA(1) | 5,946 | $99,953 | |
DNB ASA(1) | 17,243 | 337,887 | |
Gjensidige Forsikring ASA | 3,900 | 87,045 | |
Mowi ASA | 9,744 | 217,556 | |
Norsk Hydro ASA | 73,227 | 340,804 | |
Orkla ASA | 17,711 | 179,810 | |
Salmar ASA(1) | 1,128 | 66,090 | |
Schibsted ASA, Class A(1) | 3,574 | 152,323 | |
Telenor ASA | 12,878 | 218,601 | |
Tomra Systems ASA | 2,554 | 125,645 | |
Yara International ASA | 3,383 | 140,346 | |
$1,966,060 | |||
Portugal — 0.2% | |||
EDP - Energias de Portugal S.A. | 65,199 | $409,222 | |
EDP Renovaveis S.A. | 2,456 | 68,027 | |
Jeronimo Martins SGPS S.A. | 7,170 | 120,526 | |
$597,775 | |||
Singapore — 0.8% | |||
CapitaLand, Ltd. | 57,141 | $141,782 | |
City Developments, Ltd. | 10,430 | 62,874 | |
DBS Group Holdings, Ltd. | 37,729 | 714,992 | |
Flex, Ltd.(1) | 9,762 | 175,521 | |
Jardine Cycle & Carriage, Ltd. | 1,700 | 25,185 | |
Oversea-Chinese Banking Corp., Ltd. | 65,471 | 498,921 | |
Singapore Airlines, Ltd.(1) | 28,156 | 91,358 | |
Singapore Exchange, Ltd. | 16,400 | 115,194 | |
Singapore Technologies Engineering, Ltd. | 37,200 | 107,660 | |
Singapore Telecommunications, Ltd. | 142,412 | 248,671 | |
United Overseas Bank, Ltd. | 25,859 | 440,751 | |
$2,622,909 |
Security | Shares | Value | |
South Korea — 4.2% | |||
AMOREPACIFIC Corp. | 675 | $ 128,170 | |
Hana Financial Group, Inc. | 5,397 | 171,902 | |
Hyundai Mobis Co., Ltd. | 1,321 | 310,918 | |
Hyundai Motor Co.(1) | 3,156 | 559,410 | |
Kakao Corp.(1) | 1,256 | 450,679 | |
KB Financial Group, Inc.(1) | 8,527 | 338,667 | |
KT Corp.(1) | 3,517 | 77,742 | |
LG Chem, Ltd. | 1,105 | 840,260 | |
LG Electronics, Inc.(1) | 2,549 | 317,406 | |
LG Household & Health Care, Ltd. | 218 | 325,370 | |
Lotte Chemical Corp. | 296 | 75,368 | |
NAVER Corp. | 2,976 | 802,238 | |
NCSoft Corp. | 327 | 280,746 | |
Netmarble Corp.(1)(3) | 346 | 41,946 | |
Samsung C&T Corp. | 1,576 | 200,616 | |
Samsung Electro-Mechanics Co., Ltd. | 1,220 | 200,352 | |
Samsung Electronics Co., Ltd. | 97,855 | 7,307,368 | |
Samsung SDS Co., Ltd. | 743 | 122,293 | |
Shinhan Financial Group Co., Ltd.(1) | 9,741 | 289,045 | |
SK Hynix, Inc.(1) | 11,326 | 1,237,122 | |
SK Telecom Co., Ltd. | 890 | 195,591 | |
Woori Financial Group, Inc.(1) | 11,412 | 102,390 | |
$14,375,599 | |||
Spain — 2.2% | |||
Acciona S.A.(2) | 549 | $78,558 | |
Aena SME S.A.(1)(3) | 1,543 | 268,250 | |
Amadeus IT Group S.A. | 8,201 | 605,375 | |
Banco Bilbao Vizcaya Argentaria S.A. | 117,325 | 581,533 | |
Banco Santander S.A.(1) | 308,006 | 960,467 | |
CaixaBank S.A. | 61,740 | 158,689 | |
Cellnex Telecom S.A.(3) | 8,094 | 486,069 | |
Enagas S.A. | 13,673 | 300,802 | |
Ferrovial S.A. | 9,925 | 274,431 | |
Grifols S.A.(2) | 8,981 | 262,213 | |
Iberdrola S.A. | 128,108 | 1,840,949 | |
Industria de Diseno Textil S.A. | 20,095 | 637,812 | |
International Consolidated Airlines Group S.A. | 89,153 | 193,997 | |
Mapfre S.A. | 10,241 | 20,014 | |
Naturgy Energy Group S.A. | 5,570 | 129,525 | |
Red Electrica Corp. S.A. | 8,845 | 181,597 | |
Siemens Gamesa Renewable Energy S.A. | 3,939 | 159,948 | |
Telefonica S.A.(4) | 89,315 | 355,262 | |
Telefonica S.A.(4) | 4,962 | 19,670 | |
$7,515,161 |
7
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Sweden — 3.2% | |||
AAK AB | 4,105 | $ 83,004 | |
Alfa Laval AB(1) | 6,415 | 177,160 | |
Assa Abloy AB, Class B | 21,348 | 527,552 | |
Atlas Copco AB, Class A | 19,451 | 999,711 | |
Axfood AB | 1,812 | 42,211 | |
Boliden AB | 13,613 | 482,953 | |
Castellum AB | 4,876 | 124,293 | |
Electrolux AB, Series B | 3,959 | 92,114 | |
Epiroc AB, Class A | 20,628 | 374,908 | |
EQT AB(2) | 4,313 | 109,480 | |
Essity AB, Class B | 12,206 | 393,267 | |
Fastighets AB Balder, Class B(1) | 2,137 | 111,582 | |
Hennes & Mauritz AB, Class B(1) | 14,790 | 310,473 | |
Hexagon AB, Class B(1) | 5,716 | 524,054 | |
Holmen AB, Class B | 2,130 | 102,145 | |
Husqvarna AB, Class B | 8,124 | 105,433 | |
ICA Gruppen AB | 2,268 | 113,447 | |
Industrivarden AB, Class A(1) | 4,577 | 152,493 | |
Indutrade AB(1) | 8,836 | 189,146 | |
Investment AB Latour, Class B | 2,530 | 61,283 | |
Investor AB, Class B | 10,594 | 771,066 | |
Kinnevik AB, Class B(1) | 4,489 | 225,512 | |
L E Lundbergforetagen AB, Class B(1) | 1,308 | 70,173 | |
Lifco AB, Class B | 930 | 88,975 | |
Nibe Industrier AB, Class B(1) | 7,489 | 245,593 | |
Sagax AB, Class B | 2,570 | 53,091 | |
Sandvik AB(1) | 20,944 | 516,553 | |
Securitas AB, Class B(1) | 6,870 | 110,838 | |
Skandinaviska Enskilda Banken AB, Class A(1) | 29,749 | 306,340 | |
Skanska AB, Class B | 7,374 | 187,919 | |
SKF AB, Class B | 7,573 | 197,044 | |
Spotify Technology S.A.(1) | 2,441 | 768,085 | |
Svenska Cellulosa AB SCA, Class B(1) | 13,128 | 229,532 | |
Svenska Handelsbanken AB, Class A(1) | 26,588 | 268,008 | |
SWECO AB, Class B | 4,566 | 83,681 | |
Swedbank AB, Class A(1) | 19,427 | 340,757 | |
Swedish Orphan Biovitrum AB(1) | 4,507 | 90,700 | |
Tele2 AB, Class B | 13,650 | 180,562 | |
Telia Co. AB | 45,450 | 187,702 | |
Volvo AB, Class B(1) | 32,010 | 757,775 | |
$10,756,615 | |||
Switzerland — 8.9% | |||
ABB, Ltd. | 35,156 | $986,097 | |
Adecco Group AG | 3,606 | 240,172 | |
Alcon, Inc.(1) | 8,900 | 590,925 | |
Baloise Holding AG | 719 | 127,746 |
Security | Shares | Value | |
Switzerland (continued) | |||
Banque Cantonale Vaudoise | 405 | $ 44,084 | |
Barry Callebaut AG | 69 | 164,436 | |
Belimo Holding AG | 8 | 69,500 | |
BKW AG | 296 | 33,353 | |
Chocoladefabriken Lindt & Sprungli AG PC | 26 | 253,428 | |
Cie Financiere Richemont S.A. | 9,298 | 840,000 | |
Clariant AG | 4,844 | 102,770 | |
Coca-Cola HBC AG(1) | 4,526 | 146,566 | |
Emmi AG | 55 | 56,680 | |
EMS-Chemie Holding AG | 144 | 138,523 | |
Flughafen Zuerich AG(1) | 412 | 72,694 | |
Garmin, Ltd. | 2,837 | 339,475 | |
Geberit AG | 675 | 422,530 | |
Givaudan S.A. | 180 | 761,548 | |
Helvetia Holding AG | 557 | 58,833 | |
Julius Baer Group, Ltd. | 3,646 | 210,052 | |
Kuehne & Nagel International AG | 937 | 212,623 | |
Logitech International S.A. | 3,005 | 291,770 | |
Lonza Group AG | 1,433 | 923,091 | |
Nestle S.A. | 54,257 | 6,413,789 | |
Novartis AG | 42,868 | 4,036,360 | |
Partners Group Holding AG | 348 | 408,914 | |
PSP Swiss Property AG | 926 | 123,360 | |
Roche Holding AG PC | 13,789 | 4,802,688 | |
Schindler Holding AG | 390 | 105,415 | |
Schindler Holding AG PC | 817 | 220,948 | |
SGS S.A. | 129 | 388,854 | |
SIG Combibloc Group AG(1) | 4,984 | 116,044 | |
Sika AG | 4,220 | 1,150,343 | |
Sonova Holding AG(1) | 1,016 | 264,255 | |
Straumann Holding AG | 184 | 215,541 | |
Swatch Group AG (The) | 477 | 129,669 | |
Swiss Life Holding AG(1) | 537 | 250,495 | |
Swiss Prime Site AG | 1,530 | 149,989 | |
Swiss Re AG | 4,898 | 461,456 | |
Swisscom AG | 466 | 250,958 | |
TE Connectivity, Ltd. | 6,429 | 778,359 | |
Tecan Group AG | 234 | 114,773 | |
Temenos AG | 1,090 | 151,869 | |
UBS Group AG | 64,802 | 912,401 | |
VAT Group AG(1)(3) | 568 | 142,174 | |
Vifor Pharma AG | 982 | 154,343 | |
Zurich Insurance Group AG | 2,674 | 1,126,879 | |
$29,956,772 | |||
Taiwan — 4.2% | |||
Advantech Co., Ltd. | 8,499 | $106,096 |
8
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
Taiwan (continued) | |||
ASE Technology Holding Co., Ltd. | 58,904 | $ 170,870 | |
Catcher Technology Co., Ltd. | 16,000 | 117,648 | |
Cathay Financial Holding Co., Ltd. | 178,357 | 268,566 | |
Chailease Holding Co., Ltd. | 23,720 | 141,976 | |
Chang Hwa Commercial Bank, Ltd. | 86,153 | 55,064 | |
China Steel Corp. | 573,000 | 505,144 | |
Chunghwa Telecom Co., Ltd. | 77,055 | 298,923 | |
CTBC Financial Holding Co., Ltd. | 364,000 | 255,481 | |
Delta Electronics, Inc. | 33,319 | 312,463 | |
E.Sun Financial Holding Co., Ltd. | 209,725 | 190,887 | |
Far Eastern New Century Corp. | 46,000 | 47,476 | |
Far EasTone Telecommunications Co., Ltd. | 28,073 | 61,202 | |
First Financial Holding Co., Ltd. | 159,870 | 121,656 | |
Fubon Financial Holding Co., Ltd. | 127,000 | 211,500 | |
Globalwafers Co., Ltd. | 5,000 | 126,309 | |
Hotai Motor Co., Ltd. | 7,000 | 160,639 | |
Hua Nan Financial Holdings Co., Ltd. | 135,499 | 88,083 | |
Largan Precision Co., Ltd. | 2,000 | 227,924 | |
MediaTek, Inc. | 26,883 | 716,896 | |
Mega Financial Holding Co., Ltd. | 197,668 | 209,802 | |
Nanya Technology Corp. | 16,000 | 49,605 | |
President Chain Store Corp. | 11,828 | 112,249 | |
Quanta Computer, Inc. | 54,398 | 156,961 | |
Shanghai Commercial & Savings Bank, Ltd. (The) | 56,924 | 83,386 | |
Taishin Financial Holding Co., Ltd. | 188,913 | 89,227 | |
Taiwan Cooperative Financial Holding Co., Ltd. | 177,397 | 128,627 | |
Taiwan High Speed Rail Corp. | 24,000 | 27,124 | |
Taiwan Mobile Co., Ltd. | 35,748 | 125,830 | |
Taiwan Semiconductor Manufacturing Co., Ltd. | 428,240 | 8,101,214 | |
Uni-President Enterprises Corp. | 114,000 | 274,190 | |
United Microelectronics Corp. | 216,000 | 363,261 | |
Yageo Corp. | 8,000 | 148,078 | |
Yuanta Financial Holding Co., Ltd. | 172,600 | 126,445 | |
$14,180,802 | |||
United Kingdom — 12.2% | |||
3i Group PLC | 22,934 | $362,745 | |
Admiral Group PLC | 4,077 | 161,212 | |
Amcor PLC | 40,022 | 471,059 | |
Aon PLC, Class A | 5,526 | 1,167,478 | |
Ashtead Group PLC | 11,746 | 553,248 | |
Associated British Foods PLC(1) | 10,407 | 321,313 | |
AstraZeneca PLC | 26,156 | 2,608,100 | |
Atlassian Corp. PLC, Class A(1) | 3,216 | 752,126 | |
Auto Trader Group PLC(3) | 25,153 | 204,739 | |
Avast PLC(3) | 16,270 | 119,467 | |
AVEVA Group PLC | 2,854 | 124,602 |
Security | Shares | Value | |
United Kingdom (continued) | |||
Aviva PLC | 92,829 | $ 412,906 | |
B&M European Value Retail S.A. | 20,105 | 141,534 | |
BAE Systems PLC | 83,166 | 554,615 | |
Barratt Developments PLC(1) | 26,321 | 240,629 | |
Berkeley Group Holdings PLC | 3,184 | 205,965 | |
boohoo Group PLC(1) | 21,100 | 99,050 | |
BT Group PLC | 216,310 | 389,890 | |
Bunzl PLC | 8,702 | 290,542 | |
Burberry Group PLC(1) | 10,576 | 258,267 | |
Clarivate PLC(1) | 9,851 | 292,673 | |
Coca-Cola European Partners PLC | 5,860 | 292,004 | |
Compass Group PLC | 50,610 | 943,945 | |
ConvaTec Group PLC(3) | 41,936 | 113,847 | |
Croda International PLC | 3,768 | 338,856 | |
Diageo PLC | 53,180 | 2,104,267 | |
Direct Line Insurance Group PLC | 34,994 | 153,054 | |
DS Smith PLC(1) | 32,095 | 164,061 | |
Farfetch, Ltd., Class A(1) | 5,121 | 326,771 | |
Ferguson PLC | 5,463 | 663,757 | |
GlaxoSmithKline PLC | 112,790 | 2,063,827 | |
Halma PLC | 10,090 | 337,917 | |
Hargreaves Lansdown PLC | 7,354 | 153,126 | |
Hikma Pharmaceuticals PLC | 4,618 | 158,724 | |
HomeServe PLC | 6,891 | 96,487 | |
Howden Joinery Group PLC(1) | 15,932 | 150,086 | |
Informa PLC(1) | 45,715 | 341,828 | |
InterContinental Hotels Group PLC(1) | 5,163 | 334,640 | |
Intermediate Capital Group PLC | 7,528 | 177,134 | |
Intertek Group PLC | 4,684 | 361,793 | |
J Sainsbury PLC | 48,830 | 150,089 | |
JD Sports Fashion PLC(1) | 10,071 | 118,317 | |
Johnson Matthey PLC | 4,662 | 154,455 | |
Kingfisher PLC(1) | 49,182 | 181,734 | |
Legal & General Group PLC | 149,199 | 543,743 | |
Liberty Global PLC, Class A(1) | 13,091 | 317,064 | |
Linde PLC | 10,976 | 2,892,286 | |
Lloyds Banking Group PLC(1) | 1,721,202 | 858,119 | |
London Stock Exchange Group PLC | 7,450 | 919,602 | |
M&G PLC | 63,372 | 171,052 | |
Melrose Industries PLC(1) | 122,949 | 299,552 | |
Mondi PLC | 12,725 | 298,170 | |
National Grid PLC | 96,661 | 1,142,285 | |
Next PLC(1) | 2,975 | 286,868 | |
NMC Health PLC(1)(2)(5) | 1,955 | 0 | |
Nomad Foods, Ltd.(1) | 4,967 | 126,261 | |
Ocado Group PLC(1) | 17,932 | 560,736 | |
Pearson PLC | 21,363 | 196,075 |
9
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
Security | Shares | Value | |
United Kingdom (continued) | |||
Pennon Group PLC | 11,426 | $ 147,886 | |
Persimmon PLC | 8,934 | 337,194 | |
Phoenix Group Holdings PLC | 19,914 | 190,836 | |
Prudential PLC | 60,412 | 1,110,854 | |
RELX PLC | 53,624 | 1,312,041 | |
Rentokil Initial PLC(1) | 53,811 | 375,179 | |
Rightmove PLC(1) | 22,900 | 203,461 | |
RSA Insurance Group PLC | 24,500 | 227,087 | |
Sage Group PLC (The) | 28,310 | 224,788 | |
Schroders PLC | 2,731 | 124,523 | |
Severn Trent PLC | 5,742 | 179,254 | |
Smith & Nephew PLC | 22,005 | 457,098 | |
Smiths Group PLC | 9,678 | 199,067 | |
Spirax-Sarco Engineering PLC | 2,113 | 326,171 | |
SSE PLC | 28,980 | 593,603 | |
St. James's Place PLC | 13,110 | 202,865 | |
Standard Chartered PLC(1) | 65,415 | 415,382 | |
Standard Life Aberdeen PLC | 56,769 | 217,596 | |
Taylor Wimpey PLC(1) | 92,496 | 209,222 | |
Tesco PLC | 275,796 | 870,348 | |
Unilever PLC | 50,487 | 3,027,891 | |
United Utilities Group PLC | 19,890 | 243,274 | |
Vodafone Group PLC | 641,202 | 1,053,166 | |
Whitbread PLC(1) | 6,144 | 260,239 | |
WM Morrison Supermarkets PLC | 66,533 | 160,990 | |
WPP PLC | 36,648 | 397,117 | |
$41,291,824 | |||
Total Common Stocks (identified cost $269,668,504) | $333,479,199 |
Short-Term Investments — 1.3% |
Other — 0.8% | |||
Description | Units | Value | |
Calvert Cash Reserves Fund, LLC, 0.12%(6) | 2,509,834 | $ 2,510,085 | |
Total Other (identified cost $2,510,085) | $ 2,510,085 |
Securities Lending Collateral — 0.5% | |||
Security | Shares | Value | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(7) | 1,796,309 | $ 1,796,309 | |
Total Securities Lending Collateral (identified cost $1,796,309) | $ 1,796,309 | ||
Total Short-Term Investments (identified cost $4,306,394) | $ 4,306,394 |
Total Investments — 99.9% (identified cost $273,974,898) | $337,785,593 | |
Other Assets, Less Liabilities — 0.1% | $ 213,748 | |
Net Assets — 100.0% | $337,999,341 |
The percentage shown for each investment category in the Schedule of Investments is based on net assets.The country classifications used for financial reporting purposes may differ from the classifications determined by Calvert Research and Management (CRM). | ||
(1) | Non-income producing security. | |
(2) | All or a portion of this security was on loan at December 31, 2020. The aggregate market value of securities on loan at December 31, 2020 was $4,134,861 and the total market value of the collateral received by the Fund was $4,380,607, comprised of cash of $1,796,309 and U.S. government and/or agencies securities of $2,584,298. | |
(3) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At December 31, 2020, the aggregate value of these securities is $6,842,299 or 2.0% of the Fund's net assets. | |
(4) | Securities are traded on separate exchanges for the same entity. | |
(5) | For fair value measurement disclosure purposes, security is categorized as Level 3. | |
(6) | Affiliated investment company, available to Calvert portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of December 31, 2020. | |
(7) | Represents investment of cash collateral received in connection with securities lending. |
10
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
At December 31, 2020, the concentration of the
Fund’s investments in the various sectors, determined as a percentage of net assets, was as follows:
Economic Sectors | % of Net Assets |
Financials | 18.5% |
Information Technology | 15.1 |
Industrials | 14.5 |
Consumer Discretionary | 11.5 |
Health Care | 11.5 |
Consumer Staples | 9.3 |
Communication Services | 6.3 |
Materials | 6.3 |
Utilities | 3.5 |
Real Estate | 1.8 |
Energy | 0.3 |
Total | 98.6% |
Abbreviations: | |
ADR | – American Depositary Receipt |
CDI | – CHESS Depositary Interest |
PC | – Participation Certificate |
PFC Shares | – Preference Shares |
At December 31, 2020, the
value of the Fund’s investment in affiliated funds was $2,510,085, which represents 0.8% of the Fund’s net assets. Transactions in affiliated funds by the Fund for the fiscal year to date ended December
31, 2020 were as follows:
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Units, end of period |
Short-Term Investments | ||||||||
Calvert Cash Reserves Fund, LLC | $3,089,730 | $38,636,562 | $(39,216,207) | $(36) | $36 | $2,510,085 | $577 | 2,509,834 |
U.S. generally accepted
accounting principles (U.S. GAAP) establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the
three broad levels listed below:
Level 1 - quoted prices
in active markets for identical securities
Level 2 - other
significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
Level 3 - significant
unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)
The inputs or
methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The following table
summarizes the market value of the Fund's holdings as of December 31, 2020, based on the inputs used to value them:
Asset Description | Level 1 | Level 2 | Level 3(1) | Total |
Common Stocks | ||||
Australia | $— | $16,317,194 | $— | $16,317,194 |
Austria | — | 416,361 | — | 416,361 |
Belgium | — | 2,687,134 | — | 2,687,134 |
Canada | 25,639,180 | 25,059 | — | 25,664,239 |
China | — | 515,347 | — | 515,347 |
Denmark | 143,097 | 6,967,145 | — | 7,110,242 |
Finland | — | 4,135,397 | — | 4,135,397 |
France | — | 28,585,939 | — | 28,585,939 |
11
Calvert
International Responsible Index
Fund
December 31, 2020
Schedule of Investments
(Unaudited) — continued
Asset Description | Level 1 | Level 2 | Level 3(1) | Total |
Germany | $— | $25,074,833 | $— | $25,074,833 |
Hong Kong | — | 7,835,413 | — | 7,835,413 |
Ireland | 194,590 | 3,373,896 | — | 3,568,486 |
Israel | 574,251 | 800,824 | — | 1,375,075 |
Italy | — | 6,598,348 | — | 6,598,348 |
Japan | — | 65,256,183 | — | 65,256,183 |
Netherlands | 1,264,323 | 12,796,886 | — | 14,061,209 |
New Zealand | — | 1,014,282 | — | 1,014,282 |
Norway | — | 1,966,060 | — | 1,966,060 |
Portugal | — | 597,775 | — | 597,775 |
Singapore | 175,521 | 2,447,388 | — | 2,622,909 |
South Korea | — | 14,375,599 | — | 14,375,599 |
Spain | 19,670 | 7,495,491 | — | 7,515,161 |
Sweden | 768,085 | 9,988,530 | — | 10,756,615 |
Switzerland | 1,117,834 | 28,838,938 | — | 29,956,772 |
Taiwan | — | 14,180,802 | — | 14,180,802 |
United Kingdom | 6,637,722 | 34,654,102 | 0 | 41,291,824 |
Total Common Stocks | $36,534,273 | 296,944,926(2) | $0 | $333,479,199 |
Short-Term Investments: | ||||
Other | $— | $2,510,085 | $— | $2,510,085 |
Securities Lending Collateral | 1,796,309 | — | — | 1,796,309 |
Total Investments | $38,330,582 | $299,455,011 | $0 | $337,785,593 |
(1) | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. |
(2) | Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets. |
Level 3 investments at the beginning
and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended December 31, 2020 is not presented.
For information on the Fund’s
policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to
shareholders.
12